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market maker quality
| Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20/11/2024 | 6.36% | 0.14 CHF | 0.15 CHF | 200,000 | 200,000 | 197,159 | 197,159 | 30,054 CHF | 32,025 CHF | 100.00% | 100.00% |
| 19/11/2024 | 5.49% | 0.16 CHF | 0.17 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 26,617 CHF | 28,117 CHF | 100.00% | 100.00% |
| 18/11/2024 | 5.14% | 0.19 CHF | 0.20 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 28,435 CHF | 29,935 CHF | 100.00% | 100.00% |
| 15/11/2024 | 4.85% | 0.20 CHF | 0.21 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 30,203 CHF | 31,703 CHF | 100.00% | 100.00% |
| 14/11/2024 | 5.02% | 0.20 CHF | 0.21 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 29,145 CHF | 30,645 CHF | 99.36% | 99.36% |
| 13/11/2024 | 4.99% | 0.19 CHF | 0.20 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 29,363 CHF | 30,863 CHF | 100.00% | 100.00% |
| 12/11/2024 | 4.74% | 0.20 CHF | 0.21 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 28,893 CHF | 30,295 CHF | 100.00% | 100.00% |
| 11/11/2024 | 5.25% | 0.22 CHF | 0.23 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 33,311 CHF | 35,107 CHF | 99.93% | 99.93% |
| 08/11/2024 | 4.92% | 0.20 CHF | 0.21 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 29,834 CHF | 31,338 CHF | 100.00% | 100.00% |
| 07/11/2024 | 5.26% | 0.21 CHF | 0.23 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 30,617 CHF | 32,270 CHF | 100.00% | 100.00% |
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